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Forschung Wadim Djatschenko, M.Sc.

ORCID iD"https://orcid.org/0000-0003-0653-8779"

Djatschenko, Wadim, BondValuation: An R Package for Fixed Coupon Bond Analysis (November 29, 2018). Available at SSRN: https://ssrn.com/abstract=3292955.

Djatschenko, Wadim, The Nitty Gritty of Bond Valuation: A Generalized Methodology for Fixed Coupon Bond Analysis (March 6, 2019). Available at SSRN: https://ssrn.com/abstract=3205167 or http://dx.doi.org/10.2139/ssrn.3205167.

Djatschenko Wadim (2018). BondValuation: Fixed Coupon Bond Valuation Allowing for Odd Coupon Periods and Various Day Count Conventions. R package version 0.1.0. https://CRAN.R-project.org/package=BondValuation.

W. Djatschenko, Handelsstrategien mit Konvexität - Empirische Analyse der relativen Performance von Bullet- und Barbellstrategien im U.S. Treasury Markt. AV Akademikerverlag, 2014. (master thesis)